DZ Bank Call 160 AMAT 15.01.2027
/ DE000DY1B9W1
DZ Bank Call 160 AMAT 15.01.2027/ DE000DY1B9W1 /
| 10/01/2025 08:12:39 |
Chg.-0.090 |
Bid08:26:02 |
Ask08:26:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.970EUR |
-1.78% |
4.980
Bid Size: 5,000 |
5.040
Ask Size: 5,000 |
Applied Materials In... |
160.00 USD |
15/01/2027 |
Call |
Master data
| WKN: |
DY1B9W |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
17/12/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.40 |
| Parity: |
1.65 |
| Time value: |
3.41 |
| Break-even: |
205.74 |
| Moneyness: |
1.11 |
| Premium: |
0.20 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.60% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
2.42 |
| Rho: |
1.45 |
Quote data
| Open: |
4.970 |
| High: |
4.970 |
| Low: |
4.970 |
| Previous Close: |
5.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.52% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+18.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.080 |
4.580 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
5.080 |
| Low (YTD): |
02/01/2025 |
4.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |